Input:
public class MyObject
{
public double Value { get; set; }
public DateTime Date { get; set; }
}
Method to generate test objects:
public static MyObject[] GetTestObjects()
{
var rnd = new Random();
var date = new DateTime(2021, 1, 1, 0, 0, 0);
var result = new List<MyObject>();
for (int i = 0; i < 50000; i++)
{
//this is to simulate real data having gaps
if (rnd.Next(100) < 25)
{
continue;
}
var myObject = new MyObject()
{
Value = rnd.NextDouble(),
Date = date.AddMinutes(15 * i)
};
result.Add(myObject);
}
return result.ToArray();
}
Given this I require to calculate maximum Value for previous 12 month for each myObject. I could just think of doing this InParallel, but maybe there is an optimized solution?
Sorry for being unclear, this is what I use right now to get what I want:
public MyObject[] BruteForceBackward(MyObject[] testData)
{
return testData.AsParallel().Select(point =>
{
var max = testData.Where(x => x.Date <= point.Date && x.Date >= point.Date.AddYears(-1)).Max(x => x.Value);
return new MyObject() { Date = point.Date, Value = point.Value / max };
}).OrderBy(r => r.Date).ToArray();
}
This works but it is slow and eats processor resources (imagine, you have 100k objects), I believe there must be something better
Assuming you meant you need the maximum Value for each of the last 12 months from result, then you can use LINQ:
var beginDateTime = DateTime.Now.AddMonths(-12);
var ans = result.Where(r => r.Date >= beginDateTime).GroupBy(r => r.Date.Month).Select(mg => mg.MaxBy(r => r.Value)).ToList();
Running some timing, I get that putting AsParallel after result changes the run time from around 16ms (first run) to around 32ms, so it is actually slower. It is about the same after the Where and about 23ms after the GroupBy (processing the 12 groups in parallel). On my PC at least, there isn't enough data or complex operations for parallelism, but the GroupBy isn't the most efficient.
Using an array and testing each element, I get the results in about 1.2ms:
var maxMOs = new MyObject[12];
foreach (var r in result.Where(r => r.Date >= beginDateTime)) {
var monthIndex = r.Date.Month-1;
if (maxMOs[monthIndex] == null || r.Value > maxMOs[monthIndex].Value)
maxMOs[monthIndex] = r;
}
Note that the results are not chronological; you could offset monthIndex by today's month to order the results if desired.
var maxMOs = new MyObject[12];
var offset = DateTime.Now.Month-11;
foreach (var r in result.Where(r => r.Date >= beginDateTime)) {
var monthIndex = r.Date.Month-offset;
if (maxMOs[monthIndex] == null || r.Value > maxMOs[monthIndex].Value)
maxMOs[monthIndex] = r;
}
A micro-optimization (mostly useful on repeat runnings) is to invert the test and use the null-propagating operator:
if (!(r.Value <= maxMOs[monthIndex]?.Value))
This saves about 0.2ms on the first run but up to 0.5ms on subsequent runs.